My 1995 Mazda 626 runs at 35 miles per hour without me pushing on the gas pedal so most of the time I run on brakes. It also stalls when in the park position or when turning.

I checked the distributor cap, ignition coil and wires, installed a new O2 sensor and airflow sensor.
What could be the reasons for such appetite for gasoline and stalling?
Thank you for your help.

 

Driving with brakes on is not good for fuel consumption.
You don't give any historical background to this problem, but here are the common causes for this odd condition (and they do not involve ignition, MAF or O2 sensors).
First, check your throttle linkage. Sometimes the point where the cable comes thru the firewall gets sticky, or the cable jacket clamps moves. Check your throttle takeup drum is clean and rotates freely, make sure the throttle and cruise control cables are not kinked or fouled among the cabling/ heater/ A/C plumbing. When that has been taken care of, check that the idle adjustment screw does its job. If the problem persists, check the IAC (inlet air control) operation and the TPS (throttle position sensor) electrical connection, security of attachment, and functional operation. The TPS has to be indexed to the throttle, and sometimes after adjustment the mechanic forgets to secure it properly.
Since this is a '95 model, it probably predates OBD II, so it most likely uses OBD I plus the Mazda specific code protocols, so the autozone type scanners are not the thing to use.
Don't spend any more money on parts until you've got an OBD printout from a Mazda dealer and tell the mechanic the VIN for the car so the OBD reader is set up properly.